Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?

Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?

10.3390/risks7040106

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Bibliographic Details
Main Authors: Shen, X., Tsui, A.K., Zhang, Z.
Other Authors: ECONOMICS
Format: Article
Published: MDPI AG 2021
Subjects:
Currency risk exposure
GARCH
Volatility timing
Weekday effect
Online Access:https://scholarbank.nus.edu.sg/handle/10635/206236
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Institution: National University of Singapore
id sg-nus-scholar.10635-206236
record_format dspace
spelling sg-nus-scholar.10635-2062362024-03-26T09:04:53Z Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds? Shen, X. Tsui, A.K. Zhang, Z. ECONOMICS Currency risk exposure GARCH Volatility timing Weekday effect 10.3390/risks7040106 Risks 7 4 106 2021-11-16T03:34:57Z 2021-11-16T03:34:57Z 2019 Article Shen, X., Tsui, A.K., Zhang, Z. (2019). Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?. Risks 7 (4) : 106. ScholarBank@NUS Repository. https://doi.org/10.3390/risks7040106 2227-9091 https://scholarbank.nus.edu.sg/handle/10635/206236 Attribution 4.0 International https://creativecommons.org/licenses/by/4.0/ MDPI AG Scopus OA2019
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Currency risk exposure
GARCH
Volatility timing
Weekday effect
spellingShingle Currency risk exposure
GARCH
Volatility timing
Weekday effect
Shen, X.
Tsui, A.K.
Zhang, Z.
Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?
description 10.3390/risks7040106
author2 ECONOMICS
author_facet ECONOMICS
Shen, X.
Tsui, A.K.
Zhang, Z.
format Article
author Shen, X.
Tsui, A.K.
Zhang, Z.
author_sort Shen, X.
title Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?
title_short Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?
title_full Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?
title_fullStr Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?
title_full_unstemmed Volatility timing in CPF investment funds in Singapore: Do they outperform non-CPF funds?
title_sort volatility timing in cpf investment funds in singapore: do they outperform non-cpf funds?
publisher MDPI AG
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/206236
_version_ 1795301616232955904

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